Filtering the Ajax combobox in asp.net

[Nexis]

I am using Ajax toolkit with a combobox functionality, the items being displayed are around 40,000, so I want to apply a filter on the same, so that a user types an alphabet in the combobox and corresponding entries with starting alphabet "a" will be displayed in the combobox.Can I have an idea, I am not using Radcombobox, it is a simplest combobox.\[code\]<asp:ComboBox ID="AppComCombx" runat="server" CssClass="dropdownpersonal textfont" onselectedindexchanged="AppComCombx_SelectedIndexChanged" AutoPostBack="true"> </asp:ComboBox>\[/code\]